-58.4%
CSGP vs FTV
+33.3%
-91.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | -0.1% |
| 7D | +13.9% | -0.6% | +14.5% | +14.2% |
| 30D | +16.0% | +13.0% | +3.0% | +10.7% |
| 3M | +6.1% | +6.8% | -0.7% | +3.3% |
| 6M | -8.2% | +8.0% | -16.2% | -11.2% |
| YTD | -52.3% | +18.9% | -71.2% | -55.7% |
| 1Y | -54.5% | +30.8% | -85.3% | -59.3% |
| All | -58.4% | +33.3% | -91.7% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling